+8,659.4%
SHOP vs DXCM
+353.8%
+8,305.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.0% | +9.6% | +5.9% |
| 7D | -5.4% | -3.5% | -1.9% | -4.1% |
| 30D | -10.3% | -5.8% | -4.5% | -8.4% |
| 3M | +1.0% | -4.3% | +5.3% | +2.5% |
| 6M | +41.2% | +31.6% | +9.7% | +25.0% |
| YTD | -7.5% | +19.6% | -27.1% | -15.2% |
| 1Y | -4.6% | +36.9% | -41.4% | -17.2% |
| 3Y | +146.4% | -16.3% | +162.7% | +132.4% |
| 5Y | -2.5% | -50.0% | +47.5% | +9.5% |
| 10Y | +3,703.6% | +413.2% | +3,290.4% | +2,150.1% |
| All | +8,659.4% | +353.8% | +8,305.6% | +10,900.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling